CME Canadian Dollar Future June 2024

Trading Metrics calculated at close of trading on 26-Apr-2024

Day Change Summary
	Previous	Current
	25-Apr-2024	26-Apr-2024	Change	Change %	Previous Week
Open	0.7304	0.7328	0.0025	0.3%	0.7282
High	0.7332	0.7341	0.0009	0.1%	0.7341
Low	0.7289	0.7308	0.0019	0.3%	0.7278
Close	0.7326	0.7329	0.0004	0.0%	0.7329
Range	0.0044	0.0034	-0.0010	-23.0%	0.0064
ATR	0.0038	0.0038	0.0000	-0.9%	0.0000
Volume	87,883	90,616	2,733	3.1%	428,634

Daily Pivots for day following 26-Apr-2024
	Classic	Woodie	Camarilla	DeMark
R4	0.7426	0.7411	0.7347
R3	0.7393	0.7378	0.7338
R2	0.7359	0.7359	0.7335
R1	0.7344	0.7344	0.7332	0.7352
PP	0.7326	0.7326	0.7326	0.7330
S1	0.7311	0.7311	0.7326	0.7318
S2	0.7292	0.7292	0.7323
S3	0.7259	0.7277	0.7320
S4	0.7225	0.7244	0.7311

Weekly Pivots for week ending 26-Apr-2024
	Classic	Woodie	Camarilla	DeMark
R4	0.7506	0.7481	0.7364
R3	0.7443	0.7418	0.7346
R2	0.7379	0.7379	0.7341
R1	0.7354	0.7354	0.7335	0.7367
PP	0.7316	0.7316	0.7316	0.7322
S1	0.7291	0.7291	0.7323	0.7303
S2	0.7252	0.7252	0.7317
S3	0.7189	0.7227	0.7312
S4	0.7125	0.7164	0.7294

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.7341	0.7278	0.0064	0.9%	0.0037	0.5%	81%	True	False	85,726
10	0.7341	0.7229	0.0112	1.5%	0.0036	0.5%	89%	True	False	88,319
20	0.7428	0.7229	0.0199	2.7%	0.0039	0.5%	50%	False	False	94,695
40	0.7462	0.7229	0.0233	3.2%	0.0037	0.5%	43%	False	False	78,381
60	0.7492	0.7229	0.0263	3.6%	0.0036	0.5%	38%	False	False	52,546
80	0.7540	0.7229	0.0311	4.2%	0.0036	0.5%	32%	False	False	39,479
100	0.7604	0.7229	0.0375	5.1%	0.0034	0.5%	27%	False	False	31,607
120	0.7604	0.7229	0.0375	5.1%	0.0032	0.4%	27%	False	False	26,346

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0010
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	0.7483
2.618	0.7429
1.618	0.7395
1.000	0.7375
0.618	0.7362
HIGH	0.7341
0.618	0.7328
0.500	0.7324
0.382	0.7320
LOW	0.7308
0.618	0.7287
1.000	0.7274
1.618	0.7253
2.618	0.7220
4.250	0.7165

Fisher Pivots for day following 26-Apr-2024
Pivot	1 day	3 day
R1	0.7327	0.7324
PP	0.7326	0.7320
S1	0.7324	0.7315

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These figures are updated between 7pm and 10pm EST after a trading day.

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